+122.2%
ALL vs ALM
+951.0%
-828.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.1% |
| 30D | -1.5% | +32.0% | -33.5% | -1.9% |
| 3M | +23.6% | -15.0% | +38.7% | +23.9% |
| 6M | +22.3% | -10.1% | +32.5% | +22.1% |
| YTD | +26.5% | +99.4% | -72.9% | +23.0% |
| 1Y | +27.0% | +316.4% | -289.3% | +19.9% |
| 3Y | +149.6% | +2,022.0% | -1,872.4% | +114.0% |
| All | +122.2% | +951.0% | -828.8% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling